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lalibela
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Exchange rate forecasting

January 19th, 2021, 8:06 am

Compliments of the new year folks,

Looking for a methodology to assist in forecasting of exchange rate using daily historical price say for the last 5 - 10yrs. 
 
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bearish
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Re: Exchange rate forecasting

January 20th, 2021, 3:13 am

OK, a methodology that is relatively hard to beat is that the exchange rate N days from now will be equal to today’s exchange rate.
 
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Cuchulainn
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Re: Exchange rate forecasting

January 21st, 2021, 10:33 am

OK, a methodology that is relatively hard to beat is that the exchange rate N days from now will be equal to today’s exchange rate.
Before the Euro, the exchange rate DM/Florin was constant certainly in the period 1977-2001.

1 DM = 1.1224489795918 NLG

Maybe things are more volatile now.
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